Bootstrap confidence sets under model misspecification

DOI10.1214/15-AOS1355zbMath1327.62179arXiv1410.0347MaRDI QIDQ892253

Vladimir Spokoiny, Mayya Zhilova

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.0347

zbMATH Keywords

Gaussian approximationPinsker's inequalityfinite sample sizelikelihood-based bootstrap confidence setmultiplier/weighted bootstrap

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Approximations to statistical distributions (nonasymptotic) (62E17)

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